+96.3%
VTR vs FCUV
-98.6%
+194.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.5% |
| 7D | -0.3% | -66.5% | +66.2% | -0.1% |
| 30D | +1.1% | +5.0% | -3.9% | +0.9% |
| 3M | +7.9% | +63.8% | -55.9% | +6.5% |
| 6M | +6.2% | -67.8% | +74.0% | +5.1% |
| YTD | +17.7% | -82.4% | +100.1% | +16.6% |
| 1Y | +32.9% | -94.7% | +127.6% | +32.0% |
| 3Y | +129.7% | -99.3% | +228.9% | +127.8% |
| 5Y | +89.3% | -99.9% | +189.2% | +88.2% |
| All | +96.3% | -98.6% | +194.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling